-84.3%
FRMI vs RBRK
+14.9%
-99.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +4.9% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -17.3% | +10.4% | -27.7% | -21.1% |
| 3M | -17.2% | +21.6% | -38.8% | -23.6% |
| 6M | -43.4% | +70.7% | -114.1% | -54.7% |
| YTD | -36.0% | +22.5% | -58.5% | -48.0% |
| All | -84.3% | +14.9% | -99.2% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling